Giorgio Calzolari

Publication Activity (10 Years)

Years Active: 1987-2019
Publications (10 Years): 1

Top Topics

Directed Graphical Models

Historical Data

Maximum Likelihood

Multiresolution

Top Venues

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Publications

Giorgio Calzolari
Econometrics exams and round numbers: Use or misuse of indirect estimation methods? Commun. Stat. Simul. Comput. 48 (1) (2019)
Giorgio Calzolari, Roxana Halbleib, Alessandro Parrini
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood. Comput. Stat. Data Anal. 76 (2014)
Marco J. Lombardi, Giorgio Calzolari
Indirect estimation of alpha-stable stochastic volatility models. Comput. Stat. Data Anal. 53 (6) (2009)
Francesca Di Iorio, Giorgio Calzolari
Discontinuities in indirect estimation: An application to EAR models. Comput. Stat. Data Anal. 50 (8) (2006)
Giorgio Calzolari, Laura Neri
Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores. COMPSTAT (2002)
Claus Weihs, Giorgio Calzolari, Lorenzo Panattoni
The behavior of trust-region methods in FIML-estimation. Computing 38 (2) (1987)